Is there somewhere I can find these rules? I've never seen sets before in my life (don't know why), so this is all completely new to me.

If that is true then there is absolutely no reason for you to have been placed in a course that requires these proofs. You need to make your academic advisor aware of this situation. If you are in a course that does require these proofs, then you should consider taking first a course in foundations(set theory). That is where you will find these ideas.